MVE170 / MSG800 Basic stochastic processes Autumn 24

First lecture is Wednesday 6 November at 3.15 PM in room KA.

 

Course PM

Course PM pdf-file.

Handouts etc

Crash course in probability theory and useful facts from math pdf-file.

List of Errata for Hsu's book (version 15 November 2023) pdf-file.

Digital lectures from previous course editions

Crash course pdf and movie part 1, movie part 2.

Sections 5.1-5.4 in Hsu pdf and movie.

Section 5.5 in Hsu pdf and movie.

Sections 5.6-5.7 in Hsu pdf and movie.

Section 5.8 in Hsu pdf and movie.

Sections 6.1-6.3B in Hsu pdf and movie.

Chapter 9 in Hsu pdf and movie.

Sections 6.3C-6.5 in Hsu pdf and movie.

Sections 6.1-6.4 in G&S pdf and movie.

Sections 6.5, 6.8-6.9 and 6.11 in G&S pdf and movie.

Exercises Sections 6.1-6.5 in G&S pdf and movie part 1, movie part 2.

Exercises Sections 6.8-6.9 and 6.11 in G&S pdf and movie.

Questions about the lectures should be sent to Patrik Albin palbin@chalmers.se.

Exercises

Link to Exercises.

Digital exercise sessions from previous course editions

Problems for own work Exercise Session 1

Problems for own work Exercise Session 2

Problems for own work Exercise Session 3

Problems for own work Exercise Session 4

Problems for own work Exercise Session 5

Problems for own work Exercise Session 6

Questions about the exercises should be sent to Björn Gernot Müller bjornmul@chalmers.se.

Student representatives

Zlatko Dumovski (MVE170) viruxzj@hotmail.com.

Oscar Ekström (MSG800) oscareks@chalmers.se.

Holger Johansson (MVE170) holger.johansson@hotmail.se.

Rebecka Lennartsson Wulf (MVE170) rebeckawulf@gmail.com.

Johan Windh (MVE170) windh64@gmail.com.

Old Exams

Exam 20 August 2024 pdf-file.

Exam 3 April 2024 pdf-file.

Exam 8 January 2024 pdf-file

Exam 22 August 2023 pdf-file.

Exam 3 April 2023 pdf-file.

Exam 9 January 2023 pdf-file.

Exam 11 April 2022 pdf-file.

Link to Older Exams.

Program

The schedule of the course is in TimeEdit.

Additional information about the course can be found at Chalmers Student Portal.

 

 

Course summary:

Date Details Due